CBOE Volatility Index


Trading Metrics calculated at close of trading on 28-Jan-2021
Day Change Summary
Previous Current
27-Jan-2021 28-Jan-2021 Change Change % Previous Week
Open 23.82 33.25 9.43 39.6% 23.03
High 37.21 36.29 -0.92 -2.5% 23.73
Low 23.71 27.39 3.68 15.5% 21.09
Close 37.21 30.21 -7.00 -18.8% 21.91
Range 13.50 8.90 -4.60 -34.1% 2.64
ATR 3.36 3.82 0.46 13.8% 0.00
Volume
Daily Pivots for day following 28-Jan-2021
Classic Woodie Camarilla DeMark
R4 58.00 53.00 35.11
R3 49.10 44.10 32.66
R2 40.20 40.20 31.84
R1 35.20 35.20 31.03 33.25
PP 31.30 31.30 31.30 30.32
S1 26.30 26.30 29.39 24.35
S2 22.40 22.40 28.58
S3 13.50 17.40 27.76
S4 4.60 8.50 25.32
Weekly Pivots for week ending 22-Jan-2021
Classic Woodie Camarilla DeMark
R4 30.16 28.68 23.36
R3 27.52 26.04 22.64
R2 24.88 24.88 22.39
R1 23.40 23.40 22.15 22.82
PP 22.24 22.24 22.24 21.96
S1 20.76 20.76 21.67 20.18
S2 19.60 19.60 21.43
S3 16.96 18.12 21.18
S4 14.32 15.48 20.46
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 37.21 21.27 15.94 52.8% 6.12 20.2% 56% False False
10 37.21 21.09 16.12 53.4% 3.88 12.8% 57% False False
20 37.21 21.09 16.12 53.4% 3.32 11.0% 57% False False
40 37.21 19.97 17.24 57.1% 2.64 8.8% 59% False False
60 38.78 19.51 19.27 63.8% 2.65 8.8% 56% False False
80 41.16 19.51 21.65 71.7% 2.67 8.8% 49% False False
100 41.16 19.51 21.65 71.7% 2.76 9.1% 49% False False
120 41.16 19.51 21.65 71.7% 2.77 9.2% 49% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.61
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 74.12
2.618 59.59
1.618 50.69
1.000 45.19
0.618 41.79
HIGH 36.29
0.618 32.89
0.500 31.84
0.382 30.79
LOW 27.39
0.618 21.89
1.000 18.49
1.618 12.99
2.618 4.09
4.250 -10.44
Fisher Pivots for day following 28-Jan-2021
Pivot 1 day 3 day
R1 31.84 30.10
PP 31.30 29.99
S1 30.75 29.88

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These figures are updated between 7pm and 10pm EST after a trading day.

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